A stochastic approach for quantifying immigrant integration: the Spanish test case

TL;DR

This paper introduces a stochastic process framework to analyze immigrant integration in Spain, revealing different diffusion behaviors for social and economic quantifiers and enabling predictive scenarios for policy planning.

Contribution

It applies stochastic process theory to immigration data, providing novel insights into integration dynamics and forecasting capabilities at local levels.

Findings

Social integration follows pure diffusion dynamics.

Economic integration exhibits ballistic behavior.

Forecasting scenarios highlight local fluctuations and policy implications.

Abstract

We apply stochastic process theory to the analysis of immigrant integration. Using a unique and detailed data set from Spain, we study the relationship between local immigrant density and two social and two economic immigration quantifiers for the period 1999-2010. As opposed to the classic time-series approach, by letting immigrant density play the role of "time", and the quantifier the role of "space" it become possible to analyze the behavior of the quantifiers by means of continuous time random walks. Two classes of results are obtained. First we show that social integration quantifiers evolve following pure diffusion law, while the evolution of economic quantifiers exhibit ballistic dynamics. Second we make predictions of best and worst case scenarios taking into account large local fluctuations. Our stochastic process approach to integration lends itself to interesting forecasting scenarios which, in the hands of policy makers, have the potential to improve political responses to integration problems. For instance, estimating the standard first-passage time and maximum-span walk reveals local differences in integration performance for different immigration scenarios. Thus, by recognizing the importance of local fluctuations around national means, this research constitutes an important tool to assess the impact of immigration phenomena on municipal budgets and to set up solid multi-ethnic plans at the municipal level as immigration pressure build.